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~isPartOf:"Technical working paper / National Bureau of Economic Research"
~subject:"Regression analysis"
~subject:"Simulation"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Regression analysis
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Estimation theory
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Technical working paper / National Bureau of Economic Research
Journal of econometrics
411
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Economics letters
130
Econometric reviews
111
CEMMAP working papers / Centre for Microdata Methods and Practice
109
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109
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
86
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70
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
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31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
25
Journal of empirical finance
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Journal of forecasting
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ECONIS (ZBW)
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1
Unconditional quantile regressions
Firpo, Sérgio Pinheiro
;
Fortin, Nicole Marie
;
Lemieux, …
-
2007
Persistent link: https://www.econbiz.de/10003504373
Saved in:
2
A new use of importance sampling to reduce computational burden in simulation estimation
Ackerberg, Daniel A.
-
2001
Persistent link: https://www.econbiz.de/10001596235
Saved in:
3
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001606888
Saved in:
4
Encompassing tests when no model is encompassing
West, Kenneth D.
-
2000
Persistent link: https://www.econbiz.de/10001493289
Saved in:
5
Estimating log models to transform or not to transform?
Manning, Willard G.
;
Mullahy, John
-
1999
Persistent link: https://www.econbiz.de/10001437677
Saved in:
6
Regression-based tests of predictive ability
West, Kenneth D.
;
McCracken, Michael W.
-
1998
Persistent link: https://www.econbiz.de/10000985905
Saved in:
7
Modeling volatility dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
8
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000934888
Saved in:
9
Full information estimation and stochastic simulation of models with rational expectations
Fair, Ray C.
-
1989
Persistent link: https://www.econbiz.de/10013452096
Saved in:
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